A CLASS OF IMPROVED ESTIMATORS FOR THE SCALE PARAMETER OF AN EXPONENTIAL DISTRIBUTION WITH UNKNOWN LOCATION

Under quadratic loss, a class of improved estimators for the scale parameter of an exponential distribution with unknown location is constructed. The method is analogous to Maruyama's (Minimax Estimators of a Normal Variance. Metrika 1998, 48, 209-214) construction for the variance of a normal...

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Bibliographic Details
Published in:Communications in statistics. Theory and methods 2002-04, Vol.31 (3), p.325-335
Main Authors: Petropoulos, Constantinos, Kourouklis, Stavros
Format: Article
Language:English
Subjects:
Applied sciences
Brewster's and Zidek's estimator of a scale parameter
Decision theory
Decision theory. Utility theory
Exact sciences and technology
Game theory
Inventory control, production control. Distribution
Kubokawa's approach for the estimation of a scale parameter
Mathematics
Operational research and scientific management
Operational research. Management science
Probability and statistics
Sciences and techniques of general use
Statistics
Stein's estimator of a scale parameter
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Summary:Under quadratic loss, a class of improved estimators for the scale parameter of an exponential distribution with unknown location is constructed. The method is analogous to Maruyama's (Minimax Estimators of a Normal Variance. Metrika 1998, 48, 209-214) construction for the variance of a normal distribution.
ISSN:0361-0926
1532-415X
DOI:10.1081/STA-120002851